wbportfolio 1.44.5__py2.py3-none-any.whl → 1.45.1__py2.py3-none-any.whl

wbportfolio/models/indexes.py

@@ -1,20 +1,9 @@
-from django.db import models
 from wbfdm.models.instruments import InstrumentType
 
-from .mixins.instruments import PMSInstrument
+from .mixins.instruments import PMSInstrumentAbstractModel
 
 
-class Index(PMSInstrument):
-    price_computation = models.ForeignKey(
-        "wbportfolio.PriceComputation",
-        null=True,
-        blank=True,
-        on_delete=models.SET_NULL,
-        related_name="indexes",
-        verbose_name="Price Computation Method",
-    )
-    risk_scale = models.PositiveIntegerField(null=True, blank=True, verbose_name="Risk Scale")
-
+class Index(PMSInstrumentAbstractModel):
     def pre_save(self):
         super().pre_save()
         self.instrument_type = InstrumentType.INDEX

wbportfolio/models/mixins/instruments.py

@@ -6,6 +6,7 @@ from typing import Optional
 import numpy as np
 import pandas as pd
 from django.contrib import admin
+from django.core.validators import MaxValueValidator, MinValueValidator
 from django.db import models
 from wbcore.contrib.currency.models import CurrencyFXRates
 from wbfdm.models.instruments import Instrument, InstrumentPrice
@@ -18,12 +19,7 @@ class PMSInstrument(Instrument):
     @property
     def total_aum_usd(self):
         if last_nav := self.get_latest_valid_price():
-            if (
-                fx_rate := CurrencyFXRates.objects.filter(currency=self.currency, date__lte=last_nav.date)
-                .order_by("-date")
-                .first()
-            ):
-                return last_nav.net_value * last_nav.valid_outstanding_shares / fx_rate.value
+            return self.get_total_aum_usd(last_nav.date)
         return Decimal(0)
 
     @property
@@ -38,10 +34,17 @@ class PMSInstrument(Instrument):
         """
         return getattr(self, "is_invested", self.portfolio and self.portfolio.is_invested_at_date(date.today()))
 
-    def total_value(self, val_date: date):
+    def get_total_aum_usd(self, val_date: date) -> Decimal:
+        """
+        Get portfolio value at date into usd
+        """
         try:
             last_price = self.prices.filter(date__lte=val_date).latest("date")
-            return self.total_shares(val_date) * last_price.net_value
+            try:
+                fx_rate = CurrencyFXRates.objects.get(currency=self.currency, date=last_price.date).value
+            except CurrencyFXRates.DoesNotExist:
+                fx_rate = Decimal(1.0)
+            return self.total_shares(last_price.date) * last_price.net_value * fx_rate
         except InstrumentPrice.DoesNotExist:
             return Decimal(0)
 
@@ -127,3 +130,20 @@ class PMSInstrument(Instrument):
                 update_objs,
                 ["outstanding_shares", "outstanding_shares_consolidated", "volume", "volume_50d", "volume_200d"],
             )
+
+
+class PMSInstrumentAbstractModel(PMSInstrument):
+    net_asset_value_computation_method_path = models.CharField(
+        null=True,
+        blank=True,
+        default="wbportfolio.models.portfolio.default_estimate_net_value",
+        verbose_name="NAV Computation Method",
+    )
+    risk_scale = models.IntegerField(
+        validators=[MinValueValidator(1), MaxValueValidator(7)],
+        default=4,
+        verbose_name="Risk Scale",
+    )
+
+    class Meta:
+        abstract = True